Nonparametric Statistics: 3rd ISNPS, Avignon, France, June 2016

388 Pages·2018·7.244 MB·English

by  Patrice Bertail, Delphine Blanke, Pierre-André Cornillon, Eric Matzner-Løber

Springer Proceedings in Mathematics & Statistics
Patrice Bertail
Delphine Blanke
Pierre-André Cornillon
Eric Matzner-Løber Editors
Nonparametric
Statistics

3rd ISNPS, Avignon, France, June 2016
Springer Proceedings in Mathematics & Statistics
Volume 250
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Patrice Bertail • Delphine Blanke •
Pierre-André Cornillon • Eric Matzner-Løber
Editors
Nonparametric Statistics
3rd ISNPS, Avignon, France, June 2016
123
Editors
PatriceBertail DelphineBlanke
MODAL’X LMA
ParisWestUniversityNanterreLaDéfense AvignonUniversity
Nanterre,France Avignon,France
Pierre-AndréCornillon EricMatzner-Løber
MIASHS FormationContinueCEPE
UniversityofRennes2 EcoleNationaledelaStatistiqueetde
Rennes,France l’Administration
Malakoff,France
ISSN2194-1009 ISSN2194-1017 (electronic)
SpringerProceedingsinMathematics&Statistics
ISBN978-3-319-96940-4 ISBN978-3-319-96941-1 (eBook)
https://doi.org/10.1007/978-3-319-96941-1
LibraryofCongressControlNumber:2018964410
MathematicsSubjectClassification(2010):62-00,62-06,62G05,62G15,62G20,62G32
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Contents
Symmetrizingk-nnandMutualk-nnSmoothers ............................ 1
P.-A.Cornillon,A.Gribinski,N.Hengartner,T.Kerdreux,
andE.Matzner-Løber
Nonparametric PU Learning of State Estimation in Markov
SwitchingModel.................................................................. 15
A.DobrovidovandV.Vasilyev
MultiplicativeBiasCorrectedNonparametricSmoothers .................. 31
N.Hengartner,E.Matzner-Løber,L.Rouvière,andT.Burr
EfficiencyoftheV-FoldModelSelectionforLocalizedBases.............. 53
F.NavarroandA.Saumard
Non-parametricLowerBoundsandInformationFunctions................ 69
S.Y.Novak
ModificationofMoment-BasedTailIndexEstimator:SumsVersus
Maxima............................................................................ 85
N.MarkovichandM.Vaicˇiulis
ConstructingConfidenceSetsfortheMatrixCompletionProblem........ 103
A.Carpentier,O.Klopp,andM.Löffler
ANonparametricClassificationAlgorithmBasedonOptimized
Templates ......................................................................... 119
J.Kalina
PAC-BayesianAggregationofAffineEstimators............................. 133
L.MontuelleandE.LePennec
Light-andHeavy-TailedDensityEstimationbyGamma-Weibull
Kernel ............................................................................. 145
L.Markovich
v
vi Contents
AdaptiveEstimationofHeavyTailDistributionswithApplication
toHallModel..................................................................... 159
D.N.Politis,V.A.Vasiliev,andS.E.Vorobeychikov
ExtremalIndexforaClassofHeavy-TailedStochasticProcesses
inRiskTheory.................................................................... 171
C.Tillier
SubsamplingforBigData:SomeRecentAdvances.......................... 185
P.Bertail,O.Jelassi,J.Tressou,andM.Zetlaoui
ProbabilityBoundsforActiveLearningintheRegressionProblem....... 205
A.-K.FerminandC.Ludeña
ElementalEstimates,Influence,andAlgorithmicLeveraging.............. 219
K.Knight
BootstrappingNonparametricM-SmootherswithIndependent
ErrorTerms....................................................................... 233
MatúšMaciak
ExtensionSamplingDesignsforBigNetworks:ApplicationtoTwitter ... 251
A.Rebecq
WaveletWhittleEstimationinMultivariateTimeSeriesModels:
ApplicationtofMRIData....................................................... 271
S.AchardandI.Gannaz
OnKernelSmoothingwithGaussianSubordinatedSpatialData.......... 287
S.Ghosh
StrongSeparabilityinCirculantSSA.......................................... 295
J.Bógalo,P.Poncela,andE.Senra
SelectionofWindowLengthinSingularSpectrumAnalysis
ofaTimeSeries................................................................... 311
P.UnnikrishnanandV.Jothiprakash
Fourier-TypeMonitoringProceduresforStrictStationarity............... 323
S.Lee,S.G.Meintanis,andC.Pretorius
Nonparametric and Parametric Methods for Change-Point
DetectioninParametricModels................................................ 337
G.Ciuperca
VarianceEstimationFreeTestsforStructuralChangesinRegression.... 357
BarboraPeštováandMichalPešta
BootstrappingHarrisRecurrentMarkovChains............................ 375
GabrielaCiołek
Index............................................................................... 389
Contributors
S.Achard CNRS,UniversityofGrenobleAlpes,GIPSA-Lab,Grenoble,France
P.Bertail Modal’X,UPL,Univ.ParisNanterre,Nanterre,France
J.Bógalo UniversidaddeAlcalá,Madrid,Spain
T.Burr LosAlamosNationalLaboratory,LosAlamos,NM,USA
A. Carpentier IMST, Otto von Guericke University Magdeburg, Magdeburg,
Germany
G.Ciołek LTCI,TélécomParisTech,UniversitéParis-Saclay,Paris,France
G. Ciuperca Université Lyon 1, CNRS, UMR 5208, Institut Camille Jordan,
VilleurbanneCedex,France
P.-A.Cornillon Univ.Rennes,CNRS,IRMAR,UMR6625,Rennes,France
A.Dobrovidov V.A.TrapeznikovInstituteofControlSciences,RussianAcademy
ofSciences,Moscow,Russia
A.-K.Fermin Modal’X,UniversitéParisNanterre,Nanterre,France
I.Gannaz UnivLyon,INSAdeLyon,CNRSUMR5208,InstitutCamilleJordan,
Villeurbanne,France
S. Ghosh Statistics Lab, Swiss Federal Research Institute WSL, Birmensdorf,
Switzerland
A. Gribinski Department of Mathematics, Princeton University, Princeton, NJ,
USA
N.Hengartner LosAlamosNationalLaboratory,LosAlamos,NM,USA
O.Jelassi TelecomParisTech,Paris,France
V.Jothiprakash IndianInstituteofTechnology,Bombay,India
vii
viii Contributors
J. Kalina Institute of Computer Science of the Czech Academy of Sciences,
Prague,CzechRepublic
NationalInstituteofMentalHealth,Klecany,CzechRepublic
T.Kerdreux D.I.UMR8548,EcoleNormaleSupérieure,Paris,France
O.Klopp IDS,ESSECBusinessSchool,Cergy,France
K.Knight UniversityofToronto,Toronto,ON,Canada
E.LePennec CMAP/XPOP,ÉcolePolytechnique,Palaiseau,France
S.Lee DepartmentofStatistics,SeoulNationalUniversity,Seoul,SouthKorea
M.Löffler StatsLab,UniversityofCambridge,Cambridge,UK
C.Ludeña UniversidadJorgeTadeoLozano,Dpto.deCienciasBásicasyMode-
lado,Carrera,Bogotá,Colombia
Matúš Maciak Department of Probability and Mathematical Statistics, Charles
University,Prague,CzechRepublic
L. Markovich Moscow Institute of Physics and Technology, Dolgoprudny,
MoscowRegion,Russia
InstituteforInformationTransmissionProblems,Moscow,Russia
V.A.TrapeznikovInstituteofControlSciences,Moscow,Russia
N.Markovich V.A.TrapeznikovInstituteofControlSciencesofRussianAcademy
ofSciences,Moscow,Russia
E.Matzner-Løber CRESTUMR9194,Cepe-Ensae,France
S.G.Meintanis NationalandKapodistrianUniversityofAthens,Athens,Greece
Unit for Business Mathematics and Informatics, North-West University, Potchef-
stroom,SouthAfrica
L.Montuelle RTE,LaDéfense,France
F.Navarro CREST-ENSAI-UBL,Bruz,France
S.Y.Novak MiddlesexUniversity,London,UK
MichalPešta FacultyofMathematicsandPhysics,DepartmentofProbabilityand
MathematicalStatistics,CharlesUniversity,Prague,CzechRepublic
BarboraPeštová DepartmentofMedicalInformaticsandBiostatistics,Instituteof
ComputerScience,TheCzechAcademyofSciences,Prague,CzechRepublic
Contributors ix
D.N.Politis DepartmentofMathematics,UniversityofCalifornia,SanDiego,La
Jolla,CA,USA
P.Poncela EuropeanComission,JointResearchCentre(JRC),Ispra,Italy
UniversidadAutónomadeMadrid,Madrid,Spain
C.Pretorius UnitforBusinessMathematicsandInformatics,North-WestUniver-
sity,Potchefstroom,SouthAfrica
A.Rebecq Modal’X,UPL,UniversityParisNanterre,France
L.Rouvière Univ.Rennes,IRMAR-UMR6625,Rennes,France
A.Saumard CREST-ENSAI-UBL,Bruz,France
E.Senra UniversidaddeAlcalá,Madrid,Spain
C.Tillier UniversityofHamburg,SPST,Hamburg,Germany
J.Tressou MORSE,INRA-MIA,Paris,France
P.Unnikrishnan IndianInstituteofTechnology,Bombay,India
M.Vaicˇiulis InstituteofMathematicsandInformatics,VilniusUniversity,Vilnius,
Lithuania
V.A.Vasiliev DepartmentofAppliedMathematicsandCybernetics,TomskState
University,Lenin,Tomsk,Russia
V. Vasilyev Moscow Institute of Physics and Technology (State University),
Moscow,Russia
S. E. Vorobeychikov Department of Applied Mathematics and Cybernetics,
TomskStateUniversity,Lenin,Tomsk,Russia
M.Zetlaoui Modal’X,UPL,Univ.ParisNanterre,Nanterre,France